+1,061.7%
SMH vs CNP
+508.6%
+553.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | +4.9% | +1.3% | +3.6% | +4.6% |
| 30D | -13.8% | +3.8% | -17.6% | -14.4% |
| 3M | -17.4% | +2.4% | -19.7% | -17.8% |
| 6M | -15.0% | -1.2% | -13.8% | -15.1% |
| YTD | +35.2% | +9.3% | +25.9% | +32.1% |
| 1Y | +41.6% | +6.4% | +35.2% | +39.0% |
| 3Y | +215.6% | +66.4% | +149.3% | +181.0% |
| 5Y | +233.2% | +75.7% | +157.5% | +193.0% |
| 10Y | +1,458.7% | +145.1% | +1,313.5% | +1,150.9% |
| All | +1,061.7% | +508.6% | +553.1% | +626.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling